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auctions / 20Y / 2001-06-12

Official Result (MOF)

Auction Date2001-06-12
Issue Date2001-06-20
IssueJGB (20-Year) No. 50(reopen)
Coupon (%)1.9%
Maturity2021-03-22
Methodprice conventional
Offering¥500B
Competitive Bids¥829.4B
Accepted Amount¥499.4B
Lowest Accepted Price100.80(1.844%)
Weighted Avg Price100.84(1.842%)
Allotment Ratio
Non-competitive I
Non-competitive II

Source: https://www.mof.go.jp/jgbs/reference/appendix/jgb_historical_data.xls

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover1.662.562.041.622.84-1.10
Tail (sen)4314334-1.01
Non-competitive take-up0.0%0.0%
GradeC (score -0.04)(z(B/C) − z(tail))/2 bucketed A(≥1)/B(≥0.3)/C/D(≤−0.3)/E(≤−1), vs last 12 same-tenor
Yield tail (bp)0.20.2

Same-tenor Auction History

2.002.501998-071999-072000-072001-06
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2001-06-12JGB (20-Year) No. 501.6641.842
2001-04-03JGB (20-Year) No. 502.5631.819
2001-01-17JGB (20-Year) No. 491.68182.147
2000-10-04JGB (20-Year) No. 481.8862.447
2000-07-05JGB (20-Year) No. 471.96122.145
2000-04-05JGB (20-Year) No. 462.0892.218
2000-01-20JGB (20-Year) No. 452.2392.408
1999-10-05JGB (20-Year) No. 442.12112.495
1999-07-01JGB (20-Year) No. 431.71312.829
1999-04-07JGB (20-Year) No. 421.94142.585
1999-01-19JGB (20-Year) No. 421.62342.723
1998-10-13JGB (20-Year) No. 412.8441.491
1998-07-08JGB (20-Year) No. 401.87112.306